My 2016 Octavia displayed the same warning to change the key battery, so went out and bought one, the last CR2025 in stock. When I put the new battery in the key, it worked the key's LED OK but it wouldn't lock or unlock the car. This started me on a 3 day mission, researching how to synchronise the car with the key. None of the many methods I tried helped.
The solution for me was to go out and buy more CR2025 batteries from a shop that had fresh ones in stock as opposed to the last one that could have been on the shelf for goodness knows how many years. Now both keys have new batteries, they work perfectly and there was no need to mess about trying to synchronise the car to the key.